Fabxx Fund Manager Performance Evaluation
| FABXX Fund | 1.00 1.34 57.26% |
The fund shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Fabxx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fabxx is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Fabxx has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's basic indicators remain fairly strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the fund investors.
...moreFabxx |
Fabxx Relative Risk vs. Return Landscape
If you would invest 256.00 in Fabxx on August 31, 2024 and sell it today you would lose (156.00) from holding Fabxx or give up 60.94% of portfolio value over 90 days. Fabxx is currently producing negative expected returns and takes up 8.3043% volatility of returns over 90 trading days. Put another way, 73% of traded money market funds are less volatile than Fabxx, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Fabxx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fabxx's investment risk. Standard deviation is the most common way to measure market volatility of money market funds, such as Fabxx, and traders can use it to determine the average amount a Fabxx's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1167
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| Negative Returns | FABXX |
Estimated Market Risk
| 8.3 actual daily | 73 73% of assets are less volatile |
Expected Return
| -0.97 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fabxx is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Fabxx by adding Fabxx to a well-diversified portfolio.
Fabxx Fundamentals Growth
Fabxx Money Market Fund prices reflect investors' perceptions of the future prospects and financial health of Fabxx, and Fabxx fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Fabxx Money Market Fund performance.
About Fabxx Performance
Evaluating Fabxx's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Fabxx has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Fabxx has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Fabxx is entity of United States. It is traded as Fund on NMFQS exchange.Things to note about Fabxx performance evaluation
Checking the ongoing alerts about Fabxx for important developments is a great way to find new opportunities for your next move. Money Market Fund alerts and notifications screener for Fabxx help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fabxx generated a negative expected return over the last 90 days | |
| Fabxx has high historical volatility and very poor performance | |
| Fabxx has some characteristics of a very speculative penny stock | |
| The fund retains all of the assets under management (AUM) in different types of exotic instruments |
- Analyzing Fabxx's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Fabxx's stock is overvalued or undervalued compared to its peers.
- Examining Fabxx's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Fabxx's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fabxx's management team can help you assess the Money Market Fund's leadership.
- Pay attention to analyst opinions and ratings of Fabxx's money market fund. These opinions can provide insight into Fabxx's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Fabxx Money Market Fund
Fabxx financial ratios help investors to determine whether Fabxx Money Market Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fabxx with respect to the benefits of owning Fabxx security.
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